Nonparametric estimation problem for a time-periodic signal in a periodic noise (Q1950674)
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scientific article; zbMATH DE number 6162714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation problem for a time-periodic signal in a periodic noise |
scientific article; zbMATH DE number 6162714 |
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Nonparametric estimation problem for a time-periodic signal in a periodic noise (English)
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13 May 2013
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periodic signal
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kernel estimation
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continuous time
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periodic variance
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Black-Scholes-Merton model
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